CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 25-Sep-2015
Day Change Summary
Previous Current
24-Sep-2015 25-Sep-2015 Change Change % Previous Week
Open 0.8331 0.8330 -0.0002 0.0% 0.8340
High 0.8401 0.8344 -0.0057 -0.7% 0.8401
Low 0.8319 0.8260 -0.0059 -0.7% 0.8260
Close 0.8343 0.8299 -0.0045 -0.5% 0.8299
Range 0.0083 0.0085 0.0002 2.4% 0.0142
ATR 0.0078 0.0079 0.0000 0.5% 0.0000
Volume 203,277 193,091 -10,186 -5.0% 729,135
Daily Pivots for day following 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8554 0.8511 0.8345
R3 0.8470 0.8426 0.8322
R2 0.8385 0.8385 0.8314
R1 0.8342 0.8342 0.8306 0.8321
PP 0.8301 0.8301 0.8301 0.8290
S1 0.8257 0.8257 0.8291 0.8237
S2 0.8216 0.8216 0.8283
S3 0.8132 0.8173 0.8275
S4 0.8047 0.8088 0.8252
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8744 0.8663 0.8376
R3 0.8603 0.8521 0.8337
R2 0.8461 0.8461 0.8324
R1 0.8380 0.8380 0.8311 0.8350
PP 0.8320 0.8320 0.8320 0.8305
S1 0.8238 0.8238 0.8286 0.8208
S2 0.8178 0.8178 0.8273
S3 0.8037 0.8097 0.8260
S4 0.7895 0.7955 0.8221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8401 0.8260 0.0142 1.7% 0.0072 0.9% 28% False True 145,827
10 0.8414 0.8260 0.0154 1.9% 0.0074 0.9% 25% False True 145,262
20 0.8446 0.8229 0.0217 2.6% 0.0079 1.0% 32% False False 94,787
40 0.8604 0.7997 0.0607 7.3% 0.0076 0.9% 50% False False 47,805
60 0.8604 0.7997 0.0607 7.3% 0.0066 0.8% 50% False False 31,926
80 0.8604 0.7977 0.0627 7.5% 0.0062 0.7% 51% False False 23,985
100 0.8604 0.7977 0.0627 7.5% 0.0057 0.7% 51% False False 19,196
120 0.8604 0.7977 0.0627 7.5% 0.0052 0.6% 51% False False 15,998
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8703
2.618 0.8565
1.618 0.8481
1.000 0.8429
0.618 0.8396
HIGH 0.8344
0.618 0.8312
0.500 0.8302
0.382 0.8292
LOW 0.8260
0.618 0.8207
1.000 0.8175
1.618 0.8123
2.618 0.8038
4.250 0.7900
Fisher Pivots for day following 25-Sep-2015
Pivot 1 day 3 day
R1 0.8302 0.8330
PP 0.8301 0.8320
S1 0.8300 0.8309

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These figures are updated between 7pm and 10pm EST after a trading day.

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